Simple way for Spotware how to implement (Walk) Forward Optimization

Created at 16 Jul 2023, 15:29
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heinrich.munz's avatar

heinrich.munz

Joined 21.11.2020

Simple way for Spotware how to implement (Walk) Forward Optimization
16 Jul 2023, 15:29


Instead of implementing (Walk) Forward Optimization into cTrader, I suggest to release a CLI version of 

a) Automate Back tester and

b) Automate Optimizer

instead.

Reason: People understand completely different things under Walk Forward or just Forward Optimization and there are myriads of ways how to implement those features (see MT5, NinjaTrader, Multicharts64, etc. - all are crab :-(. I am pretty sure that - if Spotware implements (W)FO - for many users it will be disappointing and useless. The only way to make all users happy is to offer an API to use Backtesting and Optimization programmatically just as we use it today manually. Then everybody can implement the (W)FO strategies they'd like to have.

The good news for Spotware is, that there is a very simple way to realize this: Just release the optimizer and the backtester as a CLI implementation as you have done in cTrader V4.8 for the real-time trader. Of course the optimizer and the backtester API must have all the setting parameters possibilities as we have it today in the IDE version. This CLI programs then can be called by self written (W)FO strategies and no one can complain about the bad implementation of WFO. 


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@heinrich.munz